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We formulate a well-posedness and approximation theory for a class of generalised saddle point problems with a specific form of constraints. In this way we develop an approach to a class of fourth order elliptic partial differential…

Numerical Analysis · Mathematics 2021-03-26 Charles M. Elliott , Philip J. Herbert

We develop new perturbation techniques for conducting convergence analysis of various first-order algorithms for a class of nonsmooth optimization problems. We consider the iteration scheme of an algorithm to construct a perturbed…

Optimization and Control · Mathematics 2018-10-25 Xiangfeng Wang , Jane Ye , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

Multivariate multiple linear regression (MMLR), which occurs in a number of practical applications, generalizes traditional least squares (multivariate linear regression) to multiple right-hand sides. We extend recent MLR analyses to…

Numerical Analysis · Mathematics 2020-07-14 Jocelyn T. Chi , Ilse C. F. Ipsen

The Cauchy problem for a quasilinear system of hyperbolic-parabolic equations is addressed with the method of linearization and fixed point. Coupling between the hyperbolic and parabolic variables is allowed in the linearization and we do…

Analysis of PDEs · Mathematics 2022-12-13 Felipe Angeles

This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…

Probability · Mathematics 2021-11-02 Sebastian Becker , Arnulf Jentzen

In this paper we solve mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This work is motivated by the MILPs being able to model problems in multi-agent autonomy, such as task assignment problems…

Optimization and Control · Mathematics 2024-10-16 Luke Fina , Christopher Petersen , Matthew Hale

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…

Probability · Mathematics 2009-12-14 Tomasz Klimsiak

We study the backstepping stabilization of higher order linear and nonlinear Schr\"odinger equations on a finite interval, where the boundary feedback acts from the left Dirichlet boundary condition. The plant is stabilized with a…

Optimization and Control · Mathematics 2020-09-15 Ahmet Batal , Türker Özsarı , Kemal Cem Yılmaz

We introduce an exact parameterized extended system such that, under adequate data, between the components of its solution, there is the solution of the weak formulation of the homogeneous Dirichlet problem for the stationary Stokes…

Numerical Analysis · Mathematics 2024-05-12 Cătălin Liviu Bichir

The block structure of double saddle-point problems has prompted extensive research into efficient preconditioners. This paper introduces a novel class of three-by-three block preconditioners tailored for such systems from the…

Numerical Analysis · Mathematics 2025-12-09 Achraf Badahmane

In this paper we extend previous results on convergent perturbative solutions of the Schroedinger equation of a class of periodically time-dependent two-level systems. The situation treated here is particularly suited for the investigation…

Mathematical Physics · Physics 2015-06-26 J. C. A. Barata , D. A. Cortez

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…

Probability · Mathematics 2017-10-17 T. J. Sullivan

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

Machine Learning · Computer Science 2024-06-10 Gergely Neu , Nneka Okolo

We continue the development, by reduction to a first order system for the conormal gradient, of $L^2$ \textit{a priori} estimates and solvability for boundary value problems of Dirichlet, regularity, Neumann type for divergence form second…

Classical Analysis and ODEs · Mathematics 2015-05-20 Pascal Auscher , Andreas Rosén

We use the practical framework for abstract perturbed saddle point problems recently introduced by Hong et al. to analyze the mixed formulation of the Hodge Laplace problem. We compose two parameter-dependent norms in which the uniform…

Numerical Analysis · Mathematics 2025-08-01 Wietse M. Boon , Johannes Kraus , Tomáš Luber , Maria Lymbery

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…

Classical Analysis and ODEs · Mathematics 2021-04-23 Paul-Eric Chaudru de Raynal , Noufel Frikha

High-index saddle dynamics (HiSD) is an effective approach for computing saddle points of a prescribed Morse index and constructing solution landscapes for complex nonlinear systems. However, for problems with ill-conditioned Hessians…

Numerical Analysis · Mathematics 2026-05-25 Bingzhang Huang , Hua Su , Lei Zhang , Jin Zhao

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

The preconditioned iterative solution of large-scale saddle-point systems is of great importance in numerous application areas, many of them involving partial differential equations. Robustness with respect to certain problem parameters is…

Numerical Analysis · Mathematics 2021-04-22 Roland Herzog
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